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Changelog

Source: NEWS.md

SteadyStateBVAR (development version)

SteadyStateBVAR 0.2.0

CRAN release: 2026-09-15

  • IRF() argument shock renamed to impulse, for better clarity. If you have shock = in existing calls to IRF(), rename it to impulse =.

  • forecast(), conditional_forecast(), and IRF() now transform each posterior draw before summarizing, rather than summarizing and then transforming. This fixes incorrect prediction/credible intervals and median point estimates/predictions when using growth_rate_idx argument. Mean point estimates/predictions are unaffected.

  • Now d_pred is automatically created in fit() to make the user-experience smoother. However, it is still left as an argument.

  • Fixed IRF() plotting: specifying only one of response/impulse (leaving the other NULL) previously ignored the specified index and plotted all response-impulse combinations. Now the specified index is correctly held fixed while the other dimension varies.

  • New steady_state_priors_plot() function for visualizing steady-state priors.

  • forecast() now overlays posterior steady-state estimates on forecast plots.

  • Stan code has been optimized. This includes assuming that all prior covariance matrices are diagonal.

  • Added a vignette vignette("SteadyStateBVAR-intro")

  • Function documentations, vignettes, and the README have been revamped quite extensively.

SteadyStateBVAR 0.1.1

CRAN release: 2026-07-28

  • Stan code now uses the new array syntax (@andrjohns, #4).

  • Small rework of plotting in forecast() and corrected documentation.

SteadyStateBVAR 0.1.0

CRAN release: 2026-07-24

  • Initial CRAN release.

SteadyStateBVAR 0.0.0.9000

  • Initial development version.
  • Preparing first CRAN submission.